Anic Equity¶

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Total return since start: 0.561 %¶

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Equity now: -----------------------------> 47679.38 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46284.49 Kr¶

PnL: ---------------------------------------> -604.08 Kr¶

DD now: ---------------------------------> -1.955 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-17 15:10:17.338365'

Anic Portfolio¶

This Week¶

Return: 0.313 %¶

Total¶

Return: 56.099 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -2.040000 2852.500000 216.500000 8.210000 2636.000010
Beijer Electronics Group 26 -0.330000 3146.000000 175.000000 5.890000 2971.000006
Samhällsbyggnadsbo. i Norden B 20 -6.800000 427.600000 72.600000 20.450000 355.000000
Corem Property Group B 59 -5.670000 647.820000 70.820000 12.270000 576.999999
HMS Networks 2 -0.730000 712.000000 39.000000 5.790000 673.000000
Boozt 12 -0.570000 1684.800000 30.800000 1.860000 1653.999996
OEM International B 7 0.130000 549.500000 21.500000 4.070000 527.999997
Fastighetsbolag. Emilshus Pref 21 0.000000 581.700000 19.700000 3.510000 562.000005
Intrum 4 -0.110000 545.200000 18.200000 3.450000 527.000000
MedCap 2 -0.230000 439.000000 18.000000 4.280000 421.000000
Essity A 4 0.000000 1164.000000 15.000000 1.310000 1149.000000
Karnov Group 9 -0.160000 550.800000 14.800000 2.760000 536.000004
Coor Service Management Hold. 8 -0.800000 545.200000 13.200000 2.480000 532.000000
Nordea Bank Abp 29 -0.050000 3466.660000 12.660000 0.370000 3453.999992
Eastnine 4 -0.470000 503.200000 12.200000 2.480000 491.000000
SAAB B 8 1.730000 3388.800000 11.800000 0.350000 3377.000000
Samhällsbyggnadsbo. i Norden D 12 -4.980000 256.560000 10.560000 4.290000 246.000000
Essity B 2 -0.070000 582.400000 8.400000 1.460000 574.000000
AcadeMedia 12 0.000000 564.000000 7.000000 1.260000 557.000004
Midsona B 63 -3.310000 589.050000 6.050000 1.040000 582.999984
Resurs Holding 22 -1.880000 574.860000 0.860000 0.150000 573.999998
Creaspac SPAC 6 -0.100000 577.800000 0.800000 0.140000 577.000002
Handelsbanken A 5 -1.000000 544.000000 -2.000000 -0.370000 546.000000
Securitas B 6 -0.550000 567.000000 -3.000000 -0.530000 570.000000
Swedbank A 3 -0.530000 560.850000 -3.150000 -0.560000 564.000000
Norva24 Group 16 -2.770000 538.560000 -4.440000 -0.820000 543.000000
CTEK 13 -3.500000 522.600000 -11.400000 -2.130000 533.999999
FM Mattsson Mora Group B 50 -2.860000 2885.000000 -42.000000 -1.430000 2927.000000
Sampo Oyj SDB 7 0.180000 3801.000000 -49.000000 -1.270000 3850.000000
International Petroleum Corp. 5 1.400000 542.500000 -52.070000 -8.760000 594.565215
Vivesto 1368 1.690000 559.240000 -53.760000 -8.770000 612.999432
Axfood 13 0.290000 3590.600000 -165.400000 -4.400000 3756.000001
OX2 18 -0.300000 1498.500000 -165.500000 -9.950000 1663.999992
Fasadgruppen Group 35 -0.410000 3416.000000 -395.000000 -10.360000 3810.999990
Ovzon 52 -3.280000 2912.000000 -450.000000 -13.380000 3361.999992
TOTAL 46287.300000 -601.270000 -1.9488% 46888.564618

Updated:¶

'2023-01-17 15:09:30.828308'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶